ECBOT 30 Year Treasury Bond Future June 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	120-18	121-21	1-03	0.9%	119-04
High	122-14	123-22	1-08	1.0%	121-04
Low	120-16	121-01	0-17	0.4%	118-11
Close	121-10	122-16	1-06	1.0%	120-09
Range	1-30	2-21	0-23	37.1%	2-25
ATR	1-07	1-10	0-03	8.6%	0-00
Volume	456,151	525,264	69,113	15.2%	1,623,107

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	130-12	129-03	123-31
R3	127-23	126-14	123-07
R2	125-02	125-02	123-00
R1	123-25	123-25	122-24	124-14
PP	122-13	122-13	122-13	122-23
S1	121-04	121-04	122-08	121-24
S2	119-24	119-24	122-00
S3	117-03	118-15	121-25
S4	114-14	115-26	121-01

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-08	127-02	121-26
R3	125-15	124-09	121-01
R2	122-22	122-22	120-25
R1	121-16	121-16	120-17	122-03
PP	119-29	119-29	119-29	120-07
S1	118-23	118-23	120-01	119-10
S2	117-04	117-04	119-25
S3	114-11	115-30	119-17
S4	111-18	113-05	118-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-22	119-04	4-18	3.7%	1-22	1.4%	74%	True	False	414,875
10	123-22	118-05	5-17	4.5%	1-14	1.2%	79%	True	False	368,575
20	123-22	117-00	6-22	5.5%	1-08	1.0%	82%	True	False	277,455
40	123-22	115-07	8-15	6.9%	1-06	1.0%	86%	True	False	139,775

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	134-31
2.618	130-21
1.618	128-00
1.000	126-11
0.618	125-11
HIGH	123-22
0.618	122-22
0.500	122-12
0.382	122-01
LOW	121-01
0.618	119-12
1.000	118-12
1.618	116-23
2.618	114-02
4.250	109-24

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	122-14	122-08
PP	122-13	121-31
S1	122-12	121-23

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols